Mozilla have just released a new add-on for the Firefox browser that allows you to see who is trying to track you, and allows you to track where you information is been sent. The add-on is called Lightbeam and you can find out all about it here at http://www.mozilla.org/en-US/lightbeam/ .
Lightbeam is based on the ‘Collusion’ experimental add-on that has been available for the last year or so. It runs in a separate window on you browser and gives you a graphical display of what trackers are recording your data, as you look at different sites on the web.
Just try it, its very eye opening.